The Industry Connection Series features interactive panels with
mathematical scientists working in industry. The goal is to connect
mathematical sciences students directly with industry members who can
answer student-generated questions. Students at all levels are welcome and encouraged to attend and ask questions. 

The next event is Thursday, September 19th, 2024, at 5 pm ET, focusing on connecting students to professionals working in finance. Panelists will be Paul Romanelli, head of the Wells Fargo Market and Counterparty Risk Analytics (MCRA) team, Zachary Rayfield, head of Goals-Based Investing Research at Vanguard, and Tracey Tullie, the head of the Model Performance Analytics and Monitoring team (MPAM).

Event address: Connections in industry – Finance

Paul Romanelli is the head of the Market and Counterparty Risk Analytics (MCRA) team. MCRA develops, governs, and manages quantitative and qualitative models for the Market and Counterparty Risk Management (MCRM) organization. MCRA has about 100 team members organized into seven teams: two core model development teams (Market Risk Analytics and Counterparty Credit Risk Analytics), and five horizontal model management and execution support teams (Analytics and Infrastructure Engineering, Research and Methodology, Model Performance and Monitoring, Model Management and Business Effectiveness Team, and Model Governance and QA). Paul is also a member of the Quantitative Analytics Council, which provides leadership and coordination on topics relevant to the broader quant community within Wells Fargo.

Prior to leading MCRA, Paul was head of Trading Analytics in the Markets Division of Wells Fargo Securities, with responsibility for fixed-income library design, implementation, and delivery. He began his career at Wells Fargo in 2005 to run the Fixed Income Analytics team, with responsibility for developing models for all fixed-income asset classes. Prior to joining Wells Fargo, Paul held model development leadership roles at HSBC, Credit Suisse First Boston (CSFB), Donaldson, Lufkin & Jenrette, and Bankers Trust. Paul received a bachelor of science degree in physics from MIT and a Ph.D. in theoretical particle physics and cosmology from Yale University.

Zachary Rayfield, Ph.D., CFA is the Head of Goals-Based Investing Research at Vanguard. He leads the global team responsible for creating the analytical methodology and research underlying Vanguard’s target-date retirement funds, 529 college savings, and other goal-based investing solutions in the U.S. and abroad. Prior to joining Vanguard, he was a vice president in T. Rowe Price’s multi-asset division, where he conducted strategic research supporting the firm’s target-date strategies and retirement solutions. Before entering the world of asset management, he worked in the Decision Science & Integration group at the Walt Disney Company, where he focused on creating analytical solutions for applications in revenue management and dynamic pricing. Zach earned a Ph.D. and M.S. in Operations Research from Cornell University and a B.S. in mathematics from the University of Maryland Baltimore County (UMBC). He has also earned the Chartered Financial Analyst designation.

Tracey Tullie is head of the Model Performance Analytics and Monitoring team (MPAM), which manages all model monitoring activities throughout Market and Counterparty Risk Analytics (MCRA). He is also a member of the Quantitative Analytics Council, which provides leadership and coordination on topics relevant to the broader quant community within Wells Fargo. Within the council, Tracey is a part of the leadership group responsible for recruiting. He has been an employee of Wells Fargo since August 2004. Prior to joining Wells Fargo, he was an assistant professor of mathematics at North Carolina A&T State University, where his research focus was in computational finance (Monte Carlo methods for option pricing). Tracey earned a bachelor’s degree in mathematics from Alabama State University and both a master’s and Ph.D. degree in applied mathematics from North Carolina State University.

Here is a shareable flyer for the event!

The BIG Math Network is grateful for sponsorship by the American Mathematical Society (AMS), the American Statistical Association (ASA), the Institute for Operations Research and the Management Sciences (INFORMS), the Mathematical Association of America (MAA), and the Society for Industrial and Applied Mathematics (SIAM).